New to sculpting. How do you add parts and connect them by sculpting?
If what you want to add is supposed to be a part of this object, it makes more sense to add it to this object itself in Sculpt mode, and not add a new object, because:

I don't think you can sculpt several objects at the same time for the moment.
If they are different objects it will be harder to make them look like they are one.

So for example if you want to add a neck to a head, use the Snake Hook brush (it allows you to easily deform the topology and add geometry):



If what you want to add is another object (like for example here a hat), you can choose to create a second object. I guess it also depends on your final purpose, you can sculpt everything within one object.